Formulate linear and integer programming problems for solving commonly encountered optimization problems. Understand how approximation algorithms compute solutions that are guaranteed to be within ...

Solving linear programming problems in a spreadsheet yields equations for maximizing business profits. As applied to business, linear programming typically involves an objective formula, such as ...

ALBERT J. SIMONE, A FORTRAN PROGRAM FOR A RECURSION FORMULA FOR SIMULTANEOUS LINEAR EQUATIONS, The Mathematics Teacher, Vol. 60, No. 5 (MAY 1967), pp. 452-458 ...

We formulate a risk-averse two-stage stochastic linear programming problem in which unresolved uncertainty remains after the second stage. The objective function is formulated as a composition of ...

The Omega ratio is a recent performance measure. It captures both the downside and upside potentials of the constructed portfolio, while remaining consistent with utility maximization. In this paper, ...

The purpose of this thesis is to provide a brief introduction to linear programming and its various applications. In the first part of the thesis, we will define terminology and how to formulate ...